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Thursday, 29 April 2010
Value at Risk Reviews
Author: Philippe Jorion Edition: 3rd Publisher: McGraw-Hill Binding: Hardcover ISBN: 0071464956 Price: You Save: 52%
Value at Risk: The New Benchmark for Managing Financial Risk, 3rd Edition
Since its original publication, Value at Risk has become the industry standard in risk management.Value at Risk review. Now in its Third Edition, this international bestseller addresses the fundamental changes in the field that have occurred across the globe in recent years. Philippe Jorion provides the most current information needed to understand and implement VAR-as well as manage newer dimensions of financial risk. Featured updates include:
An increased emphasis on operational risk
Using VAR for integrated risk management and to measure economic capital
Applications of VAR to risk budgeting in investment management
Discussion of new risk-management techniques, including extreme value theory, principal components, and copulas
Extensive coverage of the recently finalized Basel II capital adequacy rules for commercial banks, integrated throughout the book
A major new feature of the Third Edition is the addition of short questions and exercises at the end of each chapter, making it even easier to check progress. Detailed answers are posted on the companion web site wwwRead full reviews of value at risk: the benchmark for controlling derivative risk 1996 0786308486.
Read Value At Risk: Theory And Practice, Holton, Glyn A., Good Book reviews by
payment | shipping rates | returns Value at Risk: Theory and Practice Product Category :Books ISBN :0123540100 Title :Value at Risk: Theory and Practice EAN :9780123540102 Authors :Holton, Glyn A.Binding :Hardcover Publisher :Academic Press Publication Date :2003-03-12 Pages :288 Signed :False First Edition :False Dust Jacket :False List Price (MSRP) :95.00 Height :0.9800 inches Width :6.2600 inches Length :9.0400 inches Weight :1.5400 pounds FBA Listing Hold :False Condition :Good Item may sho
payment | shipping | returns Value at Risk: The New Benchmark for Controlling Derivative Risk by Philippe Jorion Title: Value at Risk: The New Benchmark for Controlling Derivative Risk Author: Philippe Jorion ISBN: 0786308486 Condition: Used, good Comments: Satisfaction Guaranteed. Shipped quickly. Cover has some rubbing. Cover has some edge wear. Binding: Hardcover DustJacket: Acceptable Publisher: Irwin Professional Pub Publication Date: 1996 Payment We accept PayPal for all eBay orders. Plea
Morgan's CreditMetrics and other models * The macro simulation approach: the McKinsey and other models * The risk�neutral valuation approach: KPMG's Loan Analysis System (LAS) and other models * The insurance approach: mortality models and CSFP credit risk plus model * Back testing and stress testing credit risk models * RAROC models With its comprehensive coverage, summary, and comparison of new internal model approaches along with clear explanations of often complex material, Credit Risk Measurement is an indispensable resource for bankers, academics and students, economists, and regulator
Now in its Third Edition, this international bestseller addresses the fundamental changes in the field that have occurred across the globe in recent years. Philippe Jorion provides the most current information needed to understand and implement VAR-as well as manage newer dimensions of financial risk. Featured updates include:
An increased emphasis on operational risk
Using VAR for integrated risk management and to measure economic capital
Applications of VAR to risk budgeting in investment management
Discussion of new risk-management techniques, including extreme value theory, principal components, and copulas
Extensive coverage of the recently finalized Basel II capital adequacy rules for commercial banks, integrated throughout the book
A major new feature of the Third Edition is the addition of short questions and exercises at the end of each chapter, making it even easier to check progress. Detailed answers are posted on the companion web site www.pjorion.com/var/. The web site contains other materials, including additional questions that course instructors can assign to their students.
Jorion leaves no stone unturned, addressing the building blocks of VAR from computing and backtesting models to forecasting risk and correlations. He outlines the use of VAR to measure and control risk for trading, for investment management, and for enterprise-wide risk management. He also points out key pitfalls to watch out for in risk-management systems.
The value-at-risk approach continues to improve worldwide standards for managing numerous types of risk. Now more than ever, professionals can depend on Value at Risk for comprehensive, authoritative counsel on VAR, its application, and its results-and to keep ahead of the curve.
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